Anic Equity¶

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Total return since start: 0.624 %¶

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Equity now: -----------------------------> 49619.09 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45557.88 Kr¶

PnL: ---------------------------------------> 501.88 Kr¶

DD now: ---------------------------------> -6.591 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 13:47:13.070563'

Anic Portfolio¶

Today¶

Return: 1.526 %¶

This Week¶

Return: 0.641 %¶

Total portfolio value¶

Return including deposits: 62.44 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.750000 1673.280000 204.280000 13.910000 1468.999998
Sedana Medical 93 5.650000 2713.740000 192.740000 7.650000 2521.000011
Orrön Energy 180 5.080000 2160.900000 117.900000 5.770000 2043.000000
Atrium Ljungberg B 5 4.720000 997.500000 62.500000 6.680000 935.000000
Platzer Fastigheter Holding B 12 4.950000 1017.600000 56.600000 5.890000 960.999996
JM 6 3.830000 911.400000 47.400000 5.490000 864.000000
Sagax A 4 4.650000 900.000000 46.000000 5.390000 854.000000
Catena 2 4.180000 836.800000 44.800000 5.660000 792.000000
Sagax B 4 3.650000 898.400000 44.400000 5.200000 854.000000
Hoist Finance 35 1.390000 1018.500000 38.500000 3.930000 980.000000
Hexatronic Group 12 3.170000 998.880000 31.880000 3.300000 966.999996
BioGaia B 8 1.540000 948.800000 18.800000 2.020000 930.000000
Bilia A 8 1.960000 917.600000 17.600000 1.960000 900.000000
Gränges 9 1.840000 945.000000 17.000000 1.830000 927.999999
Biotage 7 0.520000 947.800000 6.800000 0.720000 940.999997
HEXPOL B 9 0.000000 1027.800000 6.800000 0.670000 1020.999996
Clas Ohlson B 12 0.180000 976.200000 3.200000 0.330000 972.999996
EQT 4 0.630000 833.200000 1.200000 0.140000 832.000000
OX2 13 1.110000 950.950000 0.950000 0.100000 949.999999
AcadeMedia 8 0.500000 402.800000 0.800000 0.200000 402.000000
Byggmax Group 33 0.280000 955.680000 -0.320000 -0.030000 956.000001
ASSA ABLOY B 3 -0.520000 771.750000 -7.250000 -0.930000 779.000001
Alimak Group 11 0.240000 919.600000 -8.400000 -0.910000 927.999996
Creaspac SPAC 39 0.210000 3705.000000 -13.000000 -0.350000 3717.999987
Nordic Waterproofing Holding 7 1.040000 953.400000 -13.600000 -1.410000 966.999999
SKF B 5 -1.560000 917.500000 -22.500000 -2.390000 940.000000
VEF 909 0.400000 1825.270000 -24.730000 -1.340000 1850.000436
Indutrade 5 2.070000 1185.000000 -33.000000 -2.710000 1218.000000
Hexagon B 26 1.040000 3425.500000 -35.500000 -1.030000 3461.000010
Latour B 4 0.200000 819.600000 -37.400000 -4.360000 857.000000
Vitec Software Group B 2 0.580000 1048.000000 -39.000000 -3.590000 1087.000000
Addnode Group B 11 -2.620000 877.800000 -43.200000 -4.690000 921.000003
INVISIO 16 0.890000 3632.000000 -57.000000 -1.550000 3689.000000
Bufab 3 -0.400000 1048.800000 -60.200000 -5.430000 1109.000001
BHG Group 97 3.010000 1395.830000 -63.170000 -4.330000 1458.999989
TOTAL 45557.880000 501.880000 -6.59118% 45056.000411

Updated:¶

'2023-07-04 13:47:29.728591'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶